Chaika Trading : Commodity Carry Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance -1.85% Min Investment $ 250k Mgmt. Fee 0% Perf. Fee 20.00% Annualized Vol 18.54% Sharpe (RFR=1%) 0.19 CAROR 2.97% Assets $ 6.3M Worst DD -27.72 S&P Correlation 0.15 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Jan Qtr YTD 1yr 3yr 5yr 10yr Since2/2013 Commodity Carry Program -1.85 - - - - -19.40 - 12.42 S&P 500 1.79 - - - - 73.64 - 205.56 +/- S&P 500 -3.64 - - - - -93.04 - -193.13 Strategy Description SummaryChaika Commodity Carry Program. Commodity futures only. Always short as many markets as long. ... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 250k CTA Max Funding Factor 2.00 Management Fee 0% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 13% Targeted Worst DD 11.00% Worst Peak-to-Trough -11.00% Sector Focus Agricultural Traders Holding Periods Over 12 Months 13.00% 4-12 Months 21.00% 1-3 Months 33.00% 1-30 Days 33.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition Grains 31.00% Energy 25.00% Softs 25.00% Livestock 13.00% Industrial Metals 6.00% SummaryChaika Commodity Carry Program. Commodity futures only. Always short as many markets as long. Investment StrategyChoose long and short positions through cross-sectional analysis of term-structures. Track 16 markets, hold positions in 6-12 markets. Risk ManagementAttempt equal risk within each market. Attempt aggregate portfolio volatility of 20% Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -27.72 14 - 11/1/2015 1/1/2017 -11.04 7 6 1/1/2014 8/1/2014 -6.47 1 1 5/1/2015 6/1/2015 -6.04 1 2 8/1/2015 9/1/2015 -5.54 3 1 1/1/0001 4/1/2013 -1.39 1 2 8/1/2013 9/1/2013 -0.62 1 2 2/1/2015 3/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 24.37 4 5/1/2013 8/1/2013 19.17 4 10/1/2013 1/1/2014 14.39 1 2/1/2015 2/1/2015 13.83 2 7/1/2015 8/1/2015 8.56 1 9/1/2014 9/1/2014 8.37 1 2/1/2016 2/1/2016 6.52 2 10/1/2015 11/1/2015 5.18 1 5/1/2014 5/1/2014 3.10 1 5/1/2015 5/1/2015 2.95 1 5/1/2016 5/1/2016 1.91 1 11/1/2016 11/1/2016 0.90 1 11/1/2014 11/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -20.64 5 6/1/2016 10/1/2016 -9.61 3 2/1/2014 4/1/2014 -9.19 2 12/1/2016 1/1/2017 -9.01 2 12/1/2015 1/1/2016 -6.47 1 6/1/2015 6/1/2015 -6.43 3 6/1/2014 8/1/2014 -6.04 1 9/1/2015 9/1/2015 -5.85 1 10/1/2014 10/1/2014 -5.54 3 2/1/2013 4/1/2013 -3.05 2 3/1/2016 4/1/2016 -1.67 2 12/1/2014 1/1/2015 -1.39 1 9/1/2013 9/1/2013 -0.62 2 3/1/2015 4/1/2015 Show More Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel